Closed
⌘K
Sign in Sign up

Eversource Energy ES 66.89 -0.83 -1.23%

ES Gamma Exposure (GEX)

ES (Eversource Energy): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.192
Put Call Ratio (OI)
0.389
Put Call Ratio (Vol)
0.565
IV Rank
17.6
IV Percentile
5.98
Max Pain
70

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-43.1
43.1
View values by strike
ES · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 0 -341
45.00 0 -313
50.00 240 -2.82 K
55.00 0 -13.4 K
60.00 1.94 K -26.5 K
65.00 35.4 K -236 K
70.00 580 K -208 K
75.00 143 K -9.99 K
80.00 78.8 K -33.8
85.00 14.5 K 0
90.00 3.65 K -9.55
95.00 35.7 -18.4
100.00 74.4 0